It is believed a number of armed men pulled up and opened fire on the men using high-calibre weapons.
"The motive is unknown at this stage. Their political affiliations are also not known. More details will be provided later," said Naidoo.
It has emerged that Sithole had been a witness in a high-profile Newcastle murder case.
The killings come after Newcastle mayor Ntuthuko Mahlaba was charged at the end of March for the 2016 murder of Wandile Ngubeni, the ANC Youth League (ANCYL) regional deputy chairperson for eMalahleni.
Ngubeni, 28, was shot dead at Ikasi Lounge in Madadeni township in May 2016 while socialising with friends.
Police are investigating a case of murder and attempted murder.